+83.0%
RPRX vs IRE
-97.2%
+180.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +39.6% | -40.0% | -0.4% |
| 7D | +0.2% | -27.2% | +27.4% | +0.2% |
| 30D | +18.6% | -75.1% | +93.7% | +19.0% |
| 3M | +18.0% | -77.9% | +95.9% | +18.3% |
| 6M | +33.8% | -94.6% | +128.4% | +35.7% |
| YTD | +76.6% | -91.5% | +168.1% | +71.5% |
| 1Y | +68.2% | -97.8% | +166.1% | +74.4% |
| All | +83.0% | -97.2% | +180.3% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling